Which built-in .NET cryptography algorithm is the most secure?

You cannot directly compare all types of cryptographic algorithms. That would be like comparing a sorting algorithm with a multiplication algorithm: they have different purposes. That being said, I would answer:

• Symmetric cipher: AES-256
• Asymmetric cipher: RSA with 4096 bit key (I believe that is the maximum in .NET) or ECDSA with 571 bit key (but that is only supported in .NET 3.5)
• Hash: SHA-512
• Message Authentication Code: HMAC with SHA-512

That being said, those are overkill for most applications, and you should do fine using AES-128, RSA with 2048 bit key, SHA-256 and HMAC with SHA-256.